V-Lab
Oslo Stock Exchange All Share Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 30th, 2024:13.88% (+0.32%)
Analysis last updated: Saturday, December 28, 2024 at 03:02 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0581 | 18.06 | |
| 0.0479 | 17.48 | |
| 0.8482 | 233.53 | |
| 0.1307 | 17.93 |
Estimation Period:
Jan 1, 1990 to Dec 27, 2024
Jan 1, 1990 to Dec 27, 2024
News Impact Curve
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